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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+9.85%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$41.3B
AUM Growth
+$4.43B
Cap. Flow
+$1.1B
Cap. Flow %
2.67%
Top 10 Hldgs %
11.6%
Holding
3,981
New
156
Increased
2,226
Reduced
1,422
Closed
145

Top Buys

Rank Stock Value
1
VGK icon
Vanguard FTSE Europe ETF
VGK
+$100M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$91M
3
KMR
KINDER MORGAN MANAGEMENT LLC
KMR
+$79.2M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$40.8M
5
CPA icon
Copa Holdings
CPA
+$28.5M

Top Sells

Rank Stock Value
1
DELL
DELL INC
DELL
+$40M
2
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$39.1M
3
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$37.7M
4
ABV
COMPANHIA BEBIDA ADS EACH REPSTG 1 PFD SH
ABV
+$28M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$27.2M

Sector Composition

Rank Sector Weight
1 Financials 14.43%
2 Technology 12.06%
3 Healthcare 11.26%
4 Industrials 9.77%
5 Energy 9.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TRIP icon
701
TripAdvisor
TRIP
$1.66B
$9.39M 0.02%
113,392
+6,813
+6% +$557K
TEF
702
DELISTED
Telefonica
TEF
$9.38M 0.02%
782,158
+70,170
+10% +$849K
LM
703
DELISTED
Legg Mason, Inc.
LM
$9.34M 0.02%
214,699
-1,790
-0.8% -$69.4K
ITC
704
DELISTED
ITC HOLDINGS CORP
ITC
$9.3M 0.02%
291,168
-16,299
-5% -$520K
BBL
705
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$9.28M 0.02%
149,343
-55,845
-27% -$3.38M
CMCSK
706
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$9.26M 0.02%
185,677
-1,729
-0.9% -$86.2K
CYN
707
DELISTED
CITY NATIONAL CORPORATION
CYN
$9.25M 0.02%
116,789
-3,137
-3% -$231K
FDO
708
DELISTED
FAMILY DOLLAR STORES
FDO
$9.24M 0.02%
142,270
-3,242
-2% -$222K
ENDP
709
DELISTED
Endo International plc
ENDP
$9.21M 0.02%
136,546
-22,106
-14% -$1.26M
NATI
710
DELISTED
National Instruments Corp
NATI
$9.21M 0.02%
287,464
-11,606
-4% -$358K
KOF icon
711
Coca-Cola Femsa
KOF
$22.9B
$9.2M 0.02%
75,525
+2,203
+3% +$265K
LNT icon
712
Alliant Energy
LNT
$19.1B
$9.14M 0.02%
354,114
+20,324
+6% +$525K
CIT
713
DELISTED
CIT Group Inc.
CIT
$9.12M 0.02%
175,031
-11,881
-6% -$590K
CZR
714
DELISTED
Caesars Entertainment Corporation
CZR
$9.07M 0.02%
421,187
+135,189
+47% +$2.64M
TSCO icon
715
Tractor Supply
TSCO
$16.7B
$9.06M 0.02%
583,945
+48,260
+9% +$690K
DSX icon
716
Diana Shipping
DSX
$274M
$9.04M 0.02%
973,195
+615,807
+172% +$5.13M
MAC icon
717
Macerich
MAC
$7.41B
$9M 0.02%
152,876
+6,090
+4% +$354K
ACWV icon
718
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.29B
$9M 0.02%
141,352
+42,347
+43% +$2.69M
BNL
719
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$8.98M 0.02%
373,372
+302,033
+423% +$7.27M
BR icon
720
Broadridge
BR
$17.7B
$8.97M 0.02%
227,094
-14,066
-6% -$508K
DPZ icon
721
Domino's
DPZ
$11.4B
$8.97M 0.02%
128,857
+17,143
+15% +$1.17M
FWONA icon
722
Liberty Media Series A
FWONA
$22.6B
$8.97M 0.02%
344,977
-7,684
-2% -$204K
AVP
723
DELISTED
Avon Products, Inc.
AVP
$8.93M 0.02%
518,334
-18,296
-3% -$342K
FFIV icon
724
F5
FFIV
$23B
$8.92M 0.02%
98,161
+2,138
+2% +$182K
VR
725
DELISTED
Validus Hold Ltd
VR
$8.9M 0.02%
220,937
+16,477
+8% +$644K
27 28
29
30 31

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MCM
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PSUF
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Parametric Portfolio Associates's Q4 2013 Portfolio in Review

As of Q4 2013, Parametric Portfolio Associates held 3,981 positions worth $41.3B, up 12% from $36.8B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q4 2013 filing shows 156 new, 2,226 increased, 1,422 reduced and 145 closed positions. Its largest new stake was Vanguard FTSE Europe ETF: 1,777,419 shares worth $102M. The largest sale was DELL INC, an estimated $40M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2013 buy was Vanguard FTSE Europe ETF: 1,777,419 shares worth $102M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q4 2013, an estimated $91M increase.
  • Parametric Portfolio Associates's biggest Q4 2013 reduction was Vanguard FTSE Emerging Markets ETF, cutting an estimated $39.1M.
  • Parametric Portfolio Associates fully exited DELL INC in Q4 2013, selling an estimated $40M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $41.3B portfolio in Q4 2013.
  • Parametric Portfolio Associates opened 156 new positions and closed 145 in Q4 2013.
  • Parametric Portfolio Associates's portfolio value rose 12% quarter-over-quarter to $41.3B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2013, filed 13 Feb 2014.